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The 30-year-old went to Pakistan after Afghanistan returned from Zimbabwe last month following their qualification for the 2019 World Cup, Lutfullah Stanikzai, head of media and marketing for the Afghanistan Cricket Board (ACB), told AFP.
Rules require players to obtain a "no objection certificate" if they want to play matches other than those approved by the ACB.
This is not the first time that Shahzad has fallen foul of regulations.
He was suspended for two matches in Zimbabwe for slamming his bat on the pitch after being dismissed in a qualifying match.
That incident came three months after the big-hitter returned from a one-year doping ban.
"If this is repeated again, next time he might be banned from playing cricket," Stanikzai added.
The ACB has also ordered players living abroad, mainly in Pakistan, to return to Afghanistan if they want to continue playing for the national side.
"We have a strong structure for our domestic cricket so we do not see the need for people to go and play for clubs outside Afghanistan," Stanikzai said.
"There's plenty of cricket that's happening here now.
(This story has not been edited by Business Standard staff and is auto-generated from a syndicated feed.)